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Deep Local Volatility
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Deep Local Volatility5 visible / 5 total nodes / 4 links

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AuthorshipAuthorshipAuthorshipTopic signalDeep Local VolatilityWDeep Local Volatilitypreprint / 2020Marc ChataignerAMarc ChataignerResearcherStéphane CrépeyAStéphane CrépeyResearcherMatthew DixonAMatthew DixonResearcherq-fin.CPTq-fin.CP403 works
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Deep Local Volatility

preprint / 2020

PersonMarc ChataignerAuthorship / ResearcherPersonStéphane CrépeyAuthorship / ResearcherPersonMatthew DixonAuthorship / ResearcherTopicq-fin.CPTopic signal / 403 works

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